Meng-Chen Hsieh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The propagation and identification of ARMA demand under simple exponential smoothing: forecasting expertise and information sharing
IMA Journal of Management Mathematics
2020-09-30Paper
Asymptotics for duration-driven long range dependent processes
Journal of Econometrics
2016-05-27Paper
Long memory in intertrade durations, counts and realized volatility of NYSE stocks
Journal of Statistical Planning and Inference
2010-09-20Paper
Long Memory in Nonlinear Processes
Lecture Notes in Statistics
2007-01-09Paper


Research outcomes over time


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